Browsing Research Articles (Economics) by Subject "Baltic stocks"

Browsing Research Articles (Economics) by Subject "Baltic stocks"

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  • Market efficiency of Baltic stock markets : a fractional integration approach 
    Gil-Alana, Luis A.; Gupta, Rangan; Shittu, Olanrewaju I.; Yaya, OlaOluwa S. (Elsevier, 2018-12)
    We investigate financial market efficiency in the time series of four daily Baltic stock market indices, namely: Baltic Benchmark Gross Index (OMXBBGI), all share index of Tallin-Lithuanian (OMXT), all share index of Riga ...